R1.2.2

KSLCore/ksl.utilities.distributions/GeneralizedBeta

GeneralizedBeta

class GeneralizedBeta(alphaShape: Double, betaShape: Double, minimum: Double = 0.0, maximum: Double = 1.0, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, RVParametersTypeIfc, MomentsIfc(source)

Create Beta distribution with the supplied parameters

Parameters

alphaShape

the first shape parameter

betaShape

the second shape parameter

minimum

the minimum of the range

maximum

the maximum of the range

Constructors

GeneralizedBeta

constructor(alphaShape: Double, betaShape: Double, minimum: Double = 0.0, maximum: Double = 1.0, name: String? = null)

Properties

val alpha: Double

val beta: Double

open override val kurtosis: Double

var max: Double

open override val mean: Double

var min: Double

val range: Double

open override val skewness: Double

open override val variance: Double

Functions

open override fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

open override fun domain(): Interval

open override fun instance(): GeneralizedBeta

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

open override fun mean(): Double

Returns the mean or expected value of a distribution

open override fun parameters(): DoubleArray

Returns the parameters as an array params0 the alpha shape parameter params1the beta shape parameter params2 the minimum of the range params3 the maximum of the range

open override fun parameters(params: DoubleArray)

Changes the parameters to the supplied values params0 the alpha shape parameter params1the beta shape parameter params2 the minimum of the range params3 the maximum of the range

fun parameters(alphaShape: Double, betaShape: Double, theMinimum: Double = min, theMaximum: Double = max)

Changes the parameters to the supplied values

open override fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): GeneralizedBetaRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider

open override fun toString(): String

open override fun variance(): Double

Returns the variance of the distribution if defined